+0.5%
AZN vs HCA
-0.5%
+1.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | 0.0% | -3.1% | +3.1% | +0.7% |
| 30D | +0.7% | -1.1% | +1.9% | +1.0% |
| 3M | -10.5% | +12.2% | -22.7% | -12.6% |
| 6M | -19.3% | -25.3% | +6.1% | -16.2% |
| YTD | -10.6% | -12.9% | +2.4% | -8.7% |
| 1Y | +0.5% | -0.9% | +1.4% | -0.2% |
| All | +0.5% | -0.5% | +1.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling